283 citations
- University College LondonGB54 papers
- London School of Economics and Political ScienceGB48 papers
- London Mathematical LaboratoryGB13 papers
- King's College LondonGB10 papers
- London Institute for Mathematical SciencesGB7 papers
- University of ZurichCH5 papers
- Eötvös Loránd UniversityHU4 papers
- IMT School for Advanced Studies LuccaIT4 papers
- Institute for Complex SystemsIT4 papers
- Parmenides FoundationDE4 papers
- Complexity Science HubAT3 papers
- Department of Science and TechnologyIN3 papers
Showing 2016 · q-fin.STShow all
2 papers · 2 filters
q-fin.ST2016★ 39 cited
A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting
Man Chung Fung, Gareth W. Peters, Pavel V. Shevchenko
This paper explores and develops alternative statistical representations and estimation approaches for dynamic mortality models. The framework we adopt is to reinterpret popular mo…
q-fin.ST2016★ 12 cited
A nonlinear impact: evidences of causal effects of social media on market prices
Thársis T. P. Souza, Tomaso Aste
Online social networks offer a new way to investigate financial markets' dynamics by enabling the large-scale analysis of investors' collective behavior. We provide empirical evide…